NII Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 2nd, 2020):
1 Day
24.15%
1 Week
27.44%
1 Month
29.57%
Analysis last updated: Wednesday, January 1, 2020 at 12:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9305 | 2.48 | |
| 0.2943 | 3.59 | |
| 0.3421 | 3.51 | |
| 1.2935 | 0.66 | |
| -0.8120 | -0.29 | |
| -0.9567 | -0.37 | |
| -0.4481 | -0.14 | |
| -0.3442 | -0.12 | |
| 3.0942 | 1.96 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
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